+16.5%
NU vs DOC
-21.9%
+38.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | +3.6% | +6.5% | -2.8% | +1.2% |
| 30D | -22.8% | +9.2% | -31.9% | -25.4% |
| 3M | -14.8% | -2.5% | -12.3% | -14.1% |
| 6M | -16.9% | +7.1% | -24.0% | -19.6% |
| YTD | -28.1% | +33.0% | -61.1% | -37.2% |
| 1Y | -24.5% | +23.3% | -47.8% | -31.7% |
| 3Y | +44.8% | +44.9% | -0.2% | +18.4% |
| All | +16.5% | -21.9% | +38.3% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling